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A constrained extended Kalman filter based on LS-VCE formulated by condition equations with prediction of cross-covariances / Vahid Mahboub in Survey review, Vol 53 n° 380 (September 2021)  

Public [article]  inSurvey review > Vol 53 n° 380 (September 2021) . - pp 422 - 435 Titre : A constrained extended Kalman filter based on LS-VCE formulated by condition equations with prediction of cross-covariances Type de document : Article/Communication Auteurs : Vahid Mahboub, Auteur ; Narges Fatholahi, Auteur Année de publication : 2021 Article en page(s) : pp 422 - 435 Note générale : bibliographie Langues : Anglais (eng) Descripteur : [Vedettes matières IGN] Géodésie spatiale [Termes IGN] algorithme de filtrage [Termes IGN] analyse de variance [Termes IGN] filtre adaptatif [Termes IGN] filtre de Kalman [Termes IGN] matrice de covariance [Termes IGN] méthode des moindres carrés [Termes IGN] modèle non linéaire [Termes IGN] modèle stochastique Résumé : (auteur) A constrained extended Kalman filter (CEKF) based on least-squares variance component estimation (LS-VCE) is generally developed by condition equations since the proper prediction of dispersion matrices is one of the main bottlenecks in the KF algorithms. Here we investigate four problems which have not been simultaneously considered yet. These problems are examination of non-linearty of dynamic model, VCE, general non-linear state constraints and fairly general stochastic model. Although a few contributions proposed some adaptive KF in particular based on Helmert’s VCE method, they developed their filters for special problems with some restrictive conditions such as independence of all variables and/or linearity of the dynamic model. Also some of these filters did not apply VCE methods to all parts of the dynamic model. In this contribution, we try to overcome all of these restrictions. Moreover, LS-VCE method gives some added advantages over other VCE methods. First the new formulation of CEKF is developed by condition equations with prediction of all possible cross-covariances as algorithm 1. Then the LS-VCE method is applied to it after some modifications which results in an adaptive constrained extended Kalman filter (ACEKF) as the second algorithm. Numéro de notice : A2021-636 Affiliation des auteurs : non IGN Thématique : POSITIONNEMENT Nature : Article nature-HAL : ArtAvecCL-RevueIntern DOI : 10.1080/00396265.2020.1814030 Date de publication en ligne : 07/09/2020 En ligne : https://doi.org/10.1080/00396265.2020.1814030 Format de la ressource électronique : URL article Permalink : https://documentation.ensg.eu/index.php?lvl=notice_display&id=98300 [article]